Hey there!
I really really enjoyed the atmosphere of this. 2 things you should consider adding are higher res shadows(since there is nothing else really going on the background this shouldn’t be a problem...?) and maybe some kind of a HDR effect. Not sure if UDK supports that but it would defo help the atmo a lot since the whole style is based around light and shadow anyway.

Oh, and are you planing to continue this and make it a little longer, or is this a final version?

edit: i played it now, love the atmosphere and the architecture, lightning, colours shapes and sizes of the buildings but:

- you have to make it possible somehow to change resolution, fullscreen and v-sync options - maybe also detail options (like mentioned by Inko above, the shadows are very "blocky" and low detailish, doesn't have to be ultra hd looking - it should still fit the overall design, but clear edges without "stairs" would be nice)

- at the ending (i think it was the ending, fade to black) you should make at least two buttons: replay, and quit... maybe options too.

this has great potential, it would be even nicer if you could change these small things. and make it last longer maybe ;)